-81.8%
CHTR vs ALLY
-0.2%
-81.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | -4.5% | -3.3% | -1.2% | -3.4% |
| 3M | +10.2% | +0.5% | +9.8% | +10.1% |
| 6M | -37.2% | +12.6% | -49.8% | -39.5% |
| YTD | -30.2% | -4.7% | -25.5% | -29.3% |
| 1Y | -44.8% | +5.2% | -50.0% | -46.0% |
| 3Y | -65.5% | +66.5% | -132.0% | -71.7% |
| 5Y | -81.8% | +0.2% | -82.0% | -84.0% |
| All | -81.8% | -0.2% | -81.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling